Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership

A method for implicit variable selection in mixture-of-experts frameworks is proposed. We introduce a prior structure where information is taken from a set of independent covariates. Robust class membership predictors are identified using a normal gamma prior. The resulting model setup is used in a finite mixture of Bernoulli distributions to find homogenous clusters of women in Mozambique based on their information sources on HIV. Fully Bayesian inference is carried out via the implementation of a Gibbs sampler

Over-optimism in bioinformatics: an illustration

In statistical bioinformatics research, different optimization mechanisms potentially lead to "over-optimism" in published papers. The present empirical study illustrates these mechanisms through a concrete example from an active research field. The investigated sources of over-optimism include the optimization of the data sets, of the settings, of the competing methods and, most importantly, of the method’s characteristics. We consider a "promising" new classification algorithm that turns out to yield disappointing results in terms of error rate, namely linear discriminant analysis incorporating prior knowledge on gene functional groups through an appropriate shrinkage of the within-group covariance matrix. We quantitatively demonstrate that this disappointing method can artificially seem superior to existing approaches if we "fish for significance”. We conclude that, if the improvement of a quantitative criterion such as the error rate is the main contribution of a paper, the superiority of new algorithms should be validated using "fresh" validation data sets

Person re-identification by robust canonical correlation analysis

Person re-identification is the task to match people in surveillance cameras at different time and location. Due to significant view and pose change across non-overlapping cameras, directly matching data from different views is a challenging issue to solve. In this letter, we propose a robust canonical correlation analysis (ROCCA) to match people from different views in a coherent subspace. Given a small training set as in most re-identification problems, direct application of canonical correlation analysis (CCA) may lead to poor performance due to the inaccuracy in estimating the data covariance matrices. The proposed ROCCA with shrinkage estimation and smoothing technique is simple to implement and can robustly estimate the data covariance matrices with limited training samples. Experimental results on two publicly available datasets show that the proposed ROCCA outperforms regularized CCA (RCCA), and achieves state-of-the-art matching results for person re-identification as compared to the most recent methods